Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C11: Bayesian Analysis: General

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Bayesian Vector autoregressions (BVARs)

2002

• Gabriele Fiorentini & Enrique Sentana & Neil Shephard, 2002, "Likelihood-Based Estimation of Latent Generalised ARCH Structures," Working Papers, CEMFI, number wp2002_0204.
• Hugo Kruiniger, 2002, "On the estimation of panel regression models with fixed effects," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number C6-2, Mar.
• Moshe Buchinsky & Denis Fougère & Francis Kramarz & Rusty Tchernis, 2002, "Interfirm Mobility, Wages and the Returns to Seniority and Experience in the U.S," Working Papers, Center for Research in Economics and Statistics, number 2002-29.
• Rendón, Silvio, 2002, "Fixed and random effects in classical and bayesian regression," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we021503, Apr.
• Rendón, Silvio, 2002, "Informational matching," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we022105, May.
• Eraker, Bjorn, 2002, "Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices," Working Papers, Duke University, Department of Economics, number 02-23.
• Chao, John C. & Phillips, Peter C. B., 2002, "Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables," Journal of Econometrics, Elsevier, volume 111, issue 2, pages 251-283, December.
• Bauwens, Luc & Lubrano, Michel, 2002, "Bayesian option pricing using asymmetric GARCH models," Journal of Empirical Finance, Elsevier, volume 9, issue 3, pages 321-342, August.
• Joshua C C Chan & Gary Koop, 2012, "Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-07, Feb.
• Joshua C C Chan & Gary Koop & Simon M Potter, 2012, "A New Model of Trend Inflation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-08, Feb.
• Joshua Chan & Rodney Strachan, 2012, "Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-13, Mar.
• Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K., 2002, "Functional approximations to posterior densities: a neural network approach to efficient sampling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-48, Dec.
• John Geweke & Gautam Gowrisankaran & Robert J. Town, 2002, "Bayesian Inference for Hospital Quality in a Selection Model," Working Paper Series, Federal Reserve Bank of San Francisco, number 2002-18, Jul, DOI: 10.24148/wp2002-18.
• Jean-Paul Decamps & Stefano Lovo, 2002, "Risk Aversion and Herd Behavior in Financial Markets," Working Papers, HAL, number hal-00593657, May.
• Michael Rockinger & Eric Jondeau, 2002, "Asset Allocation in Transition Economies," Working Papers, HAL, number hal-00597773, Oct.
• Jacobson, Tor & Karlsson, Sune, 2002, "Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 138, Aug.
• Kunst, Robert M., 2002, "Testing for Stationarity in a Cointegrated System," Economics Series, Institute for Advanced Studies, number 117, Jul.
• Kunst, Robert M., 2002, "Decision Maps for Bivariate Time Series with Potential Thrshold Cointegration," Economics Series, Institute for Advanced Studies, number 121, Sep.
• Mr. Eduardo Ley, 2002, "Statistical Inference as a Bargaining Game," IMF Working Papers, International Monetary Fund, number 2002/081, May.
• Srijit Mishra, 2002, "Understanding fundamentalist belief through Bayesian updating," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2003-002, Dec.
• Elena Cefis & Luigi Orsenigo & Matteo Ciccarelli, 2002, "From Gibrat'S Legacy To Gibrat'S Fallacy. A Bayesian Approach To Study The Growth Of Firms," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2002-19, Oct.

2001

• Eric Maskin & Tomas Sjostrom, 2001, "Implementation Theory," Economics Working Papers, Institute for Advanced Study, School of Social Science, number 0006, Sep.
• Canova, Fabio, 2001, "Testing for Convergence Clubs in Income Per-Capita: A Predictive Density Approach," Discussion Paper Series, Hamburg Institute of International Economics, number 26361, DOI: 10.22004/ag.econ.26361.
• Snyder, Ralph D & Ord, J Keith & Koehler, Anne B, 2001, "Prediction Intervals for ARIMA Models," Journal of Business & Economic Statistics, American Statistical Association, volume 19, issue 2, pages 217-225, April.
• C. L Chua & W. E. Griffiths & C. J O'Donnell, 2001, "Bayesian Model Averaging in Consumer Demand Systems with Inequality Constraints," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, volume 49, issue 3, pages 269-291, November, DOI: j.1744-7976.2001.tb00306.x.
• Óan T. Henry & Peter M. Summers, 2001, "Corrigendum: Australian Economic Growth: Nonlinearities and International Influences," The Economic Record, The Economic Society of Australia, volume 77, issue 237, pages 223-224, June, DOI: 10.1111/1475-4932.00017.
• Darsinos, T. & Satchell, S.E., 2001, "Bayesian Forecasting of Options Prices: A Natural Framework for Pooling Historical and Implied Volatiltiy Information," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0116, Nov.
• Norberto Rodríguez, 2001, "Bayesian estimation and model selection for the weekly Colombian exchange rate," Revista de Economía del Rosario, Universidad del Rosario.
• Canova, Fabio & Ciccarelli, Matteo, 2001, "Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model," CEPR Discussion Papers, Centre for Economic Policy Research, number 2961, Sep.
• Michel LUBRANO, 2001, "Smooth Transition Garch Models : a Baysian Perspective," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2001032, Sep.
• Raymond Kan & Guofu Zhou, 2001, "Tests of Mean-Variance Spanning," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 539, Sep.
• HENROTTE, Philippe, 2001, "Dynamic mean-variance analysis," HEC Research Papers Series, HEC Paris, number 729, Aug.
• ROCKINGER, Michael & JONDEAU, Eric, 2001, "Portfolio allocation in transition economies," HEC Research Papers Series, HEC Paris, number 740, Oct.
• Fabiani, Silvia & Mestre, Ricardo, 2001, "A system approach for measuring the euro area NAIRU," Working Paper Series, European Central Bank, number 65, May.
• Kaufmann, Sylvia, 2001, "Asymmetries in bank lending behaviour. Austria during the 1990s," Working Paper Series, European Central Bank, number 97, Dec.
• Fernandez, Carmen & Ley, Eduardo & Steel, Mark F. J., 2001, "Benchmark priors for Bayesian model averaging," Journal of Econometrics, Elsevier, volume 100, issue 2, pages 381-427, February.
• Balakrishnan, Ravi & Michelacci, Claudio, 2001, "Unemployment dynamics across OECD countries," European Economic Review, Elsevier, volume 45, issue 1, pages 135-165, January.
• Jamal, Karim & Sunder, Shyam, 2001, "Why do biased heuristics approximate Bayes rule in double auctions?," Journal of Economic Behavior & Organization, Elsevier, volume 46, issue 4, pages 431-435, December.
• Otrok, Christopher, 2001, "On measuring the welfare cost of business cycles," Journal of Monetary Economics, Elsevier, volume 47, issue 1, pages 61-92, February.
• Kleijn, R.H. & van Dijk, H.K., 2001, "A Bayesian analysis of the PPP puzzle using an unobserved components model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2001-35, Nov.
• Post, G.T., 2001, "LP Tests for MV Efficiency," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2001-66-F&A, Nov.
• Tsionas, E.G., 2001, "Stochastic Frontier Models with Random Coefficients," Athens University of Economics and Business, Athens University of Economics and Business, Department of International and European Economic Studies, number 130.
• Poirier, D.J. & Tobias, L., 2001, "Across-Regime Covariance Restrictions in Treatment Response Models," Papers, California Irvine - School of Social Sciences, number 00-01-29.
• Poirier, D.J. & Tobias, J.L., 2001, "On the Predictive Distributions of Outcome Gains in the Presence of an Unidentified Parameter," Papers, California Irvine - School of Social Sciences, number 00-01-30.
• Michael Rockinger & Eric Jondeau, 2001, "Portfolio allocation in transition economies," Working Papers, HAL, number hal-00601482, Oct.
• Graflund, Andreas, 2001, "Are the Nordic Stock Markets Mean Reverting?," Working Papers, Lund University, Department of Economics, number 2001:15, Aug.
• Graflund, Andreas, 2001, "Empirical Probability Distributions of Real Return from Swedish Stock and Bond Portfolios," Working Papers, Lund University, Department of Economics, number 2001:16, Sep, revised 29 Jan 2002.
• Carmen Fernandez & Eduardo Ley & Mark F. J. Steel, 2001, "Model uncertainty in cross-country growth regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 16, issue 5, pages 563-576.
• Rodney W Strachan, 2001, "Bayesian Analysis of Stochastic & Deterministic Processes in the Error Correction Model," Working Papers, University of Liverpool, Department of Economics, number 2001_07.
• Chotikapanich, D. & Griffiths, W.E. & Skeels, C.L., 2001, "Sample Size Requirements for Estimation in SUR Models," Department of Economics - Working Papers Series, The University of Melbourne, number 794.
• Chotikapanich, D. & Griffiths, W.E. & Rao, D.S.P., 2001, "Averaging Income Distributions," Department of Economics - Working Papers Series, The University of Melbourne, number 798.
• Chua, C.L. & Griffiths, W.E. & O'Donnell, C.J., 2001, "Bayesian Model Averaging in Consumer Demand Systems with Inequality Constraints," Department of Economics - Working Papers Series, The University of Melbourne, number 806.
• Peter Spirtes & Clark Glymour & Richard Scheines, 2001, "Causation, Prediction, and Search, 2nd Edition," MIT Press Books, The MIT Press, number 0262194406, edition 1, ISBN: ARRAY(0x96e3f7f0), December.
• John Geweke & Gautam Gowrisankaran & Robert J. Town, 2001, "Bayesian Inference for Hospital Quality in a Selection Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 8497, Oct.
• Jay Shanken & Ane Tamayo, 2001, "Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield," NBER Working Papers, National Bureau of Economic Research, Inc, number 8666, Dec.
• Sylvia Kaufmann, 2001, "Is there an asymmetric effect on monetary policy over time? A bayesian analysis using Austrian data," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 45, May.
• John Landon-Lane, 2001, "The Impact on Forecasts and Impulse Responses of Restricting Drift in a Vector Autoregression," Departmental Working Papers, Rutgers University, Department of Economics, number 200114, Nov.
• Charles J. Romeo, 2001, "A Gibbs Sampler for Mixed Logit Analysis of Differentiated Product Markets Using Aggregate Data," Computing in Economics and Finance 2001, Society for Computational Economics, number 106, Apr.
• V. Brian Viard, Nicholas Polson, Anne Gron, 2001, "Solving for Market Equilibrium using Random Coefficient Random Utility Models," Computing in Economics and Finance 2001, Society for Computational Economics, number 256, Apr.
• Katsuhiro Sugita, 2001, "Bayes Analysis of Partially Cointegrated VAR Systems with Markov Regime Switching," Computing in Economics and Finance 2001, Society for Computational Economics, number 33, Apr.
• Patrick Waelbroeck, 2001, "Econometric analysis of the sequential probit model with an application to innovation surveys," Computing in Economics and Finance 2001, Society for Computational Economics, number 99, Apr.
• Hany Guirguis & Joseph Onochie & Harry Rosen, 2001, "The post-offering performance of IPOs in the health care industry," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 25, issue 2, pages 194-205, June, DOI: 10.1007/BF02744522.
• Gael Martin, 2001, "Bayesian Analysis Of A Fractional Cointegration Model," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 2, pages 217-234, DOI: 10.1081/ETC-100103824.
• Mahmoud El-Gamal, 2001, "A Bayesian Interpretation Of Multiple Point Estimates," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 2, pages 235-245, DOI: 10.1081/ETC-100103825.
• Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2001, "Daily Exchange Rate Behaviour and Hedging of Currency Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-017/4, Feb.
• Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2001, "On the Variation of Hedging Decisions in Daily Currency Risk Management," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-018/4, Feb.
• Richard Kleijn & Herman K. van Dijk, 2001, "A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-105/4, Nov.
• Joel Huber & Kenneth Train, 2001, "On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths," Econometrics, University Library of Munich, Germany, number 0012003, Jan.
• Eduardo Ley, 2001, "Statistical Inference as a Bargaining Game," Econometrics, University Library of Munich, Germany, number 0110001, Oct, revised 13 Jan 2006.
• Carmen Fernandez & Eduardo Ley & Mark Steel, 2001, "Model uncertainty in cross-country growth regressions," Econometrics, University Library of Munich, Germany, number 0110002, Oct.
• Carmen Fernandez & Eduardo Ley & Mark Steel, 2001, "Bayesian Modelling of Catch in a Northwest Atlantic Fishery," Econometrics, University Library of Munich, Germany, number 0110003, Oct, revised 23 Nov 2001.
• Sugita, K., 2001, "Bayesian Cointegration Analysis," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 591.
• Shyam NMI Sunder & Karim Jamal, 2001, "Why do Biased Heuristics Approximate Bayes Rule in Double Auctions?," Yale School of Management Working Papers, Yale School of Management, number ysm197, Jun.
• Canova, Fabio, 2001, "Testing for convergence clubs in income per-capita: A predictive density approach," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 139.

2000

• Charles S. Bos & Ronald J. Mahieu & Herman K. Van Dijk, 2000, "Daily exchange rate behaviour and hedging of currency risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 15, issue 6, pages 671-696.
• Koop, Gary & Osiewalski, Jacek & Steel, Mark F J, 2000, "A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies," Economic Change and Restructuring, Springer, volume 33, issue 3, pages 185-202.
• Henry, O.T. & Summers, P.M., 2000, "Australian Economic Growth: Non-Linearities and Internaitonal Influences," Department of Economics - Working Papers Series, The University of Melbourne, number 738.
• Chotikapanich, D. & Creedy, J., 2000, "Bayesian Estimation of Social Welfare and Tax Progressivity Measures," Department of Economics - Working Papers Series, The University of Melbourne, number 751.
• Chotikapanich, D. & Creedy, J., 2000, "Bayesian Estimation of Atkinson Inequality Measures," Department of Economics - Working Papers Series, The University of Melbourne, number 766.
• Shami, R.G. & Forbes, C.S., 2000, "A structural Time Series Model with Markov Switching," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/00, Dec.
• Forbes, C.S. & Kofman, P., 2000, "Bayesian Soft Target Zones," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/00, Apr.
• Forbes, C.S. & Snyder, R.D. & Shami, R.S., 2000, "Bayesian Exponential Smoothing," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/00, Aug.
• Jonathan Lewellen & Jay Shanken, 2000, "Estimation Risk, Market Efficiency, and the Predictability of Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 7699, May.
• Rajeev Dehejia, 2000, "Was There a Riverside Miracle? A Framework for Evaluating Multi-Site Programs," NBER Working Papers, National Bureau of Economic Research, Inc, number 7844, Aug.
• Aoki, Takaaki, 2000, "Models of Equilibrium Pricing with Internalized Powers of Independent Judgment Based on Autonomy," MPRA Paper, University Library of Munich, Germany, number 12649, Feb.
• Chakravarty, Sugato & Li, Kai, 2000, "An Analysis of Own Account Trading by Dual Traders in Futures Markets: A Bayesian Approach," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1127, Feb.
• Stilianos Fountas & Menelaos Karanasos & Marika Karanassou, 2000, "A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback," Working Papers, Queen Mary University of London, School of Economics and Finance, number 414, May.
• Hugo Kruiniger, 2000, "GMM Estimation of Dynamic Panel Data Models with Persistent Data," Working Papers, Queen Mary University of London, School of Economics and Finance, number 428, Dec.
• Hugo Kruiniger, 2000, "Maximum Likelihood and GMM Estimation of Dynamic Panel Data Models with Fixed Effects," Working Papers, Queen Mary University of London, School of Economics and Finance, number 429, Dec.
• Maria Maddalena Barbieri & Caterina Conigliani, 2000, "Fractional bayes factors for the analysis of autoregressive models with possible unit roots," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0013, Jan.
• K. Van Dijk & Luc Bauwens & Charles Bos, 2000, "Adaptive Polar Sampling With An Application To A Bayes Measure Of Value-At-Risk," Computing in Economics and Finance 2000, Society for Computational Economics, number 145, Jul.
• Aaron Schiff & Peter Phillips, 2000, "Forecasting New Zealand's real GDP," New Zealand Economic Papers, Taylor & Francis Journals, volume 34, issue 2, pages 159-181, DOI: 10.1080/00779950009544321.
• Raats, V.M. & Moors, J.J.A., 2000, "Double Checking for Two Error Types," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-120.
• Joel Huber and Kenneth Train., 2000, "On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths," Economics Working Papers, University of California at Berkeley, number E00-289, Jul.
• Catherine S. Forbes & Paul Kofman, 2000, "Bayesian Target Zones," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 32, Mar.
• David E. A. Giles, 2000, "Preliminary-Test and Bayes Estimation of a Location Parameter Under 'Reflected Normal' Loss," Econometrics Working Papers, Department of Economics, University of Victoria, number 0004, Apr.
• Dani Gamermam, 2000, "MCMC in econometrics," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 1, issue 1, pages 7-37, January-J.
• Schiff, Aaron & Phillips, Peter, 2000, "Forecasting New Zealand's Real GDP," Working Papers, Department of Economics, The University of Auckland, number 186.
• Ólan T. Henry & Peter M. Summers, 2000, "Australian Economic Growth: Nonlinearities and International Influences," The Economic Record, The Economic Society of Australia, volume 76, issue 235, pages 365-373, December, DOI: 10.1111/j.1475-4932.2000.tb00033.x.
• Potter Simon M., 2000, "A Nonlinear Model of the Business Cycle," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 4, issue 2, pages 1-11, July, DOI: 10.2202/1558-3708.1058.
• Huber, Joel & Train, Kenneth, 2000, "On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt7zm4f51b, Jul.
• LUBRANO, Michel, 2000, "Bayesian non-linear modellings of the short term US interest rate: the help of non-parametric tools," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2000038, Aug.
• Aaron F. Schiff & Peter C.B. Phillips, 2000, "Forecasting New Zealand's Real GDP," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1278, Oct.
• Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2000, "Daily Exchange Rate Behaviour and Hedging of Currency Risk," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0504, Aug.
• Catherine S. Forbes & Paul Kofman, 2000, "Bayesian Target Zones," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0575, Aug.
• Christopher Otrok, 2000, "On Measuring the Welfare Cost of Business Cycles," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1094, Aug.
• Koop, Gary & Dijk, Herman K. Van, 2000, "Testing for integration using evolving trend and seasonals models: A Bayesian approach," Journal of Econometrics, Elsevier, volume 97, issue 2, pages 261-291, August.
• Fernandez, Carmen & Koop, Gary & Steel, Mark, 2000, "A Bayesian analysis of multiple-output production frontiers," Journal of Econometrics, Elsevier, volume 98, issue 1, pages 47-79, September.
• Smith, Michael & Kohn, Robert & Mathur, Sharat K., 2000, "Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data," Journal of Business Research, Elsevier, volume 49, issue 3, pages 229-244, September.
• Schinkel, Maarten-Pieter & Tuinstra, Jan & Vermeulen, Dries, 2000, "Bayesian learning in mis-specified models," BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística), number 1134-8984, Feb.
• Bos, C.S. & Mahieu, R.J. & van Dijk, H.K., 2000, "On the variation of hedging decisions in daily currency risk management," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-20/A, Nov.
• Bos, C.S. & Mahieu, R.J. & van Dijk, H.K., 2000, "Daily exchange rate behaviour and hedging of currency risk," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-25/A, Aug.
• Bauwens, L. & Lubrano, M., 2000, "Bayesian Option Pricing using Asymmetric Garch Models," G.R.E.Q.A.M., Universite Aix-Marseille III, number 00a18.
• Koop, G. & Poirier, D., 2000, "Bayesian Variants of Some Classical Semiparametric Regression Techniques," Papers, California Irvine - School of Social Sciences, number 00-01-22.
• Romeo, C.J., 2000, "A Gibbs Sampler for Mixed Logit Analysis of Differentiated Product Markets Using Aggregate Data," Papers, U.S. Department of Justice - Antitrust Division, number 00-6.
• Salabasis, Mickael & Villani, Mattias, 2000, "Panel Regression with Unobserved Classes," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 353, Jan.
• Graflund, Andreas, 2000, "A Bayesian Inference Approach to Testing Mean Reversion in the Swedish Stock Market," Working Papers, Lund University, Department of Economics, number 2000:8, Oct, revised 30 Jan 2002.
• de Luna, Xavier, 2000, "Prediction Inference for Time Series," Umeå Economic Studies, Umeå University, Department of Economics, number 519, Jan.
• Fabio Canova & Matteo Ciccarelli, 2000, "Forecasting And Turning Point Predictions In A Bayesian Panel Var Model," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2000-05, Mar.

1999

• Leif Danziger, 1999, "A Dynamic Economy with Costly Price Adjustments," American Economic Review, American Economic Association, volume 89, issue 4, pages 878-901, September.
• Koop, Gary & Potter, Simon M, 1999, "Dynamic Asymmetries in U.S. Unemployment," Journal of Business & Economic Statistics, American Statistical Association, volume 17, issue 3, pages 298-312, July.
• Forbes, Catherine S & Kalb, Guyonne R J & Kofman, Paul, 1999, "Bayesian Arbitrage Threshold Analysis," Journal of Business & Economic Statistics, American Statistical Association, volume 17, issue 3, pages 364-372, July.
• Stephen Gordon & Pascal St-Amour, 2003, "Asset Returns and State-Dependent Risk Preferences," CIRANO Working Papers, CIRANO, number 2003s-09, Apr.
• Eric Ghysels & Andrew Harvey & Eric Renault, 1995, "Stochastic Volatility," CIRANO Working Papers, CIRANO, number 95s-49, Nov.
• Eric Jacquier & Nicholas G. Polson & Peter E. Rossi, 1999, "Stochastic Volatility: Univariate and Multivariate Extensions," CIRANO Working Papers, CIRANO, number 99s-26, Jul.
• MARCHAND, Hugues & MARTIN, Alexander & WEISMANTEL, Robert & WOLSEY, Laurence, 1999, "Cutting planes in integer and mixed integer programming," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1999053, Oct.
• BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K., 1999, "Adaptive polar sampling with an application to a Bayes measure of value-at-risk," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1999057, Oct.
• Canova, Fabio, 1999, "Testing for Convergence Clubs in Income per-capita: A Predictive Density Approach," CEPR Discussion Papers, Centre for Economic Policy Research, number 2201, Aug.
• Kilian, Lutz & Zha, Tao, 1999, "Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors," CEPR Discussion Papers, Centre for Economic Policy Research, number 2334, Dec.
• N. E. Savin & A. H. Wurtz, 1999, "Power of Tests in Binary Response Models," Econometrica, Econometric Society, volume 67, issue 2, pages 413-422, March.
• Carmen Fernandez & Eduardo Ley & Mark F J Steel, 1999, "Bayesian modelling of catch in a Northwest Atlantic Fishery," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 20, revised Nov 2001.
• Carmen Fernandez & Gary Koop & Mark F J Steel, 1999, "A Bayesian analysis of multiple-output production frontier," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 21.
• Eduardo Ley & Mark F J Steel, 1999, "We have just averaged over two trillion cross-country growth regressions," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 43, Jul.
• Stambaugh, Robert F., 1999, "Predictive regressions," Journal of Financial Economics, Elsevier, volume 54, issue 3, pages 375-421, December.
• Koop, G. & van Dijk, H.K., 1999, "Testing for integration using evolving trend and seasonal models: A Bayesian approach," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9934/A, Oct.
• Bos, C.S. & Mahieu, R.J. & van Dijk, H.K., 1999, "Daily exchange rate behaviour and hedging of currency risk," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9936/A, Oct.
• Bauwens, L. & Bos, C.S. & van Dijk, H.K., 1999, "Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number TI 99-082/4, Oct.
• Lutz Kilian & Tao Zha, 1999, "Quantifying the half-life of deviations from PPP: The role of economic priors," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 99-21.
• Lubrano, M., 1999, "Smooth Transition GARCH Models: a Bayesian perspective," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a49.
• Teruo Nakatsuma, 1999, "Bayesian Analysis of the Convergence Hypothesis in Economic Drowth: A Markov Approach," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number a368, Mar.
• Gordon, Stephen & St-Amour, Pascal, 1999, "A Preference Regime Model of Bull and Bear Markets," Cahiers de recherche, Université Laval - Département d'économique, number 9906.
• Strachan, R.W. & Inder, B., 1999, "Bayesian Trace Statistics for the Reduced Rank Regression Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/99, Oct.
• Robert F. Stambaugh, 1999, "Predictive Regressions," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0240, May.
• Rajeev Dehejia, 1999, "Program Evaluation as a Decision Problem," NBER Working Papers, National Bureau of Economic Research, Inc, number 6954, Feb.
• Geweke, John & Houser, Dan & Keane, Michael, 1999, "Simulation Based Inference for Dynamic Multinomial Choice Models," MPRA Paper, University Library of Munich, Germany, number 54279, Jul.
• Eric Jacquier & Nicholas G. Polson & Peter Rossi, 1999, "Stochastic Volatility: Univariate and Multivariate Extensions," Computing in Economics and Finance 1999, Society for Computational Economics, number 112, Mar.
• Hideo Kozumi & Noriko Hashimoto & Hikaru Hasegawa, 1999, "Testing for negativity in a demand system: A Bayesian approach," Empirical Economics, Springer, volume 24, issue 2, pages 211-223.
• Gary Koop & Herman K. van Dijk, 1999, "Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-072/4, Sep.
• Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 1999, "Daily Exchange Rate Behaviour and Hedging of Currency Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-078/4, Oct.
• Luc Bauwens & Charles S. Bos & Herman K. van Dijk, 1999, "Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-082/4, Nov.
• Hasegawa, H. & Tran Van Hoa & Valenzuela, R., 1999, "A Bayesian Analysis of HOGLEX Demand Systems Using Unit Records for Major Asean Economies: Thailand and the Philippines," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp99-3.
• Fabio Canova & Matteo Ciccarelli, 1999, "Forecasting and turning point predictions in a Bayesian panel VAR model," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 443, Oct.
• Chris Otrok, 1999, "On Measuring the Welfare Cost of Business Cycles," Virginia Economics Online Papers, University of Virginia, Department of Economics, number 318, Dec.
• Jiahui Wang & Eric Zivot, 1999, "A Time Series Model of Multiple Structural changes in Level, Trend and Variance," Econometrics, University Library of Munich, Germany, number 9903002, Mar, revised 31 Mar 1999.
• Carmen Fernandez & Eduardo Ley & Mark Steel, 1999, "Model uncertainty in cross-country growth regressions," Econometrics, University Library of Munich, Germany, number 9903003, Mar, revised 06 Oct 2001.

1998

• Eric Ghysels & Robert E. McCulloch & Ruey S. Tsay, 1998, "Bayesian inference for periodic regime-switching models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 13, issue 2, pages 129-143.
• Bolduc, Denis & Bonin, Sylvie, 1998, "Bayesian Analysis of Road Accidents: A General Framework for the Multinomial Case," Cahiers de recherche, Université Laval - Département d'économique, number 9802.
• M.W. Luke Chan & Dean C. Mountain & Dading Li, 1998, "A Bayesian Approach for Measuring Economies of Scale with Application to Large Canadian Banks," Quantitative Studies in Economics and Population Research Reports, McMaster University, number 338, Dec.
• Giuseppe Moscarini & Lones Smith, 1998, "Wald Revisited: The Optimal Level of Experimentation," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 98-4, Apr.
• Strachan, R.W., 1998, "bayesian Estimation of the Reduced Rank Regression Model without Ordering Restrictions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/98.
• Bilgili, Faik & Bilgili, Emine, 1998, "Bütçe açığının cari işlemler üzerindeki etkileri: Teori ve uygulama
  [The effects of budget deficit on current account balance: Theory and empirical evidence]," MPRA Paper, University Library of Munich, Germany, number 80866.
• Péter Gál, 1998, "Halandósági táblák becslése bayesi módszerekkel," Rajk László Szakkollégium Working Papers, Rajk László College, number 3, Oct.
• José Luciano Maldonado, 1998, "Statistics as a tool for the development of speech recognition automatic systems," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 23, issue 14, pages 7-20, January-D.
• Siddhartha Chib & Edward Greenberg & Yuxin Chen, 1998, "MCMC Methods for Fitting and Comparing Multinomial Response Models," Econometrics, University Library of Munich, Germany, number 9802001, Feb, revised 06 May 1998.
• Carmen Fernandez & Eduardo Ley & Mark F.J. Steel, 1998, "Benchmark Priors for Bayesian Model Averaging," Econometrics, University Library of Munich, Germany, number 9804001, Apr, revised 08 Oct 2001.
• Mark Dwyer, 1998, "Impulse Response Priors for Discriminating Structural Vector Autoregressions," Econometrics, University Library of Munich, Germany, number 9808001, Aug.
• Ricardo Rocha & Alejandro Vivas, 1998, "Crecimiento regional en Colombia: ¿Persiste la desigualdad?," Revista de Economía del Rosario, Universidad del Rosario.
• ALBANO, Gian Luigi & JOUNEAU, Fréféric, 1998, "A Bayesian approach to the econometrics of first-price auctions," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1998031, Apr.
• LUBRANO, Michel, 1998, "Smooth transition GARCH models: a Bayesian perspective," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1998066, Dec.
• Giuseppe Moscarini & Lones Smith, 1998, "Wald Revisited: The Optimal Level of Experimentation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1176, May.
• John C. Chao & Peter C.B. Phillips, 1998, "Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1198, Oct.
• Luc Bauwens & Michel Lubrano, 1998, "Bayesian inference on GARCH models using the Gibbs sampler," Econometrics Journal, Royal Economic Society, volume 1, issue Conferenc, pages 23-46.
• Gary Koop & Kai Li, 1998, "The valuation of IPO, SEO and Post-Chapter 11 firms: A Stochastic Frontier Approach," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 13, Jul.
• Gary Koop & Simon M. Potter, 1998, "Dynamic asymmetries in US unemployment," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 15, Feb.
• Carmen Fernandez & Eduardo Ley & Mark F J Steel, 1998, "Benchmark priors for Bayesian model averaging," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 26, Apr.
• Carmen Fernandez & Eduardo Ley & Mark F J Steel, 1998, "Benchmark priors for Bayesian model averaging," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 66, Apr.